Discrete Parameter Optimization

  • S. BhatnagarEmail author
  • H. Prasad
  • L. Prashanth
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 434)


In this chapter, we consider the case when optimization has to be performed over a parameter set that is discrete valued and has a finite number of points. We present adaptations of the SPSA and SF algorithms discussed previously using certain projection mappings. We consider here the case of a long-run average cost objective.


Projection Operator Random Projection Discrete Parameter Projection Scheme Closed Convex Hull 
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© Springer-Verlag London 2013

Authors and Affiliations

  1. 1.Department of Computer Science and AutomationIndian Institute of ScienceBangaloreIndia

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